+401.3%
CVE vs AFRM
-25.1%
+426.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -16.1% | -7.3% | -8.8% | -15.7% |
| 30D | -10.4% | -9.6% | -0.8% | -9.9% |
| 3M | -2.4% | -11.1% | +8.7% | -2.0% |
| 6M | -4.4% | +3.9% | -8.3% | -5.5% |
| YTD | +64.9% | -8.5% | +73.4% | +63.6% |
| 1Y | +66.0% | +3.3% | +62.8% | +62.7% |
| 3Y | +57.7% | +213.7% | -156.1% | +37.1% |
| 5Y | +144.7% | -58.5% | +203.3% | +116.0% |
| All | +401.3% | -25.1% | +426.4% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling